| Metric | /tmp/h_ | BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 22.72% | 108.98% |
| Max Drawdown | -13.99% | -67.18% |
| Sharpe | 0.28 | 0.35 |
| Sortino | 0.44 | 0.5 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.08 | 1.06 |
| Common Sense Ratio | 1.26 | 1.03 |
| CPC Index | 0.57 | 0.63 |
| Tail Ratio | 1.17 | 0.97 |
| Outlier Win Ratio | 29.37 | 3.0 |
| Outlier Loss Ratio | 12.29 | 2.97 |
| Volatility (ann.) | 6.59% | 26.82% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.47 | 0.38 |
| Skew | 3.82 | 0.16 |
| Kurtosis | 89.4 | 6.11 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 1.91% |
| Expected Yearly % | 5.25% | 20.23% |
| Kelly Criterion | -2.37% | 9.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.28% |
| Expected Shortfall (cVaR) | -0.56% | -2.28% |
| Year | BTCUSD | /tmp/h_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.74 | 12.44 | -0.20 | + |
| 2023 | 155.54 | 6.16 | 0.04 | - |
| 2024 | 121.00 | 1.86 | 0.02 | - |
| 2025 | -5.74 | 0.94 | -0.16 | + |
| Metric | /tmp/h_ | BTCUSD |
|---|---|---|
| MTD | 1.01% | 4.38% |
| 3M | -1.86% | -10.75% |
| 6M | -2.54% | 38.92% |
| YTD | 0.94% | -5.74% |
| 1Y | -7.59% | 25.9% |
| 3Y (ann.) | 2.87% | 25.65% |
| 5Y (ann.) | 6.59% | 25.83% |
| Metric | /tmp/h_ | BTCUSD |
|---|---|---|
| Max Drawdown | -13.99% | -67.18% |
| Longest DD Days | 456.0 | 683.0 |
| Avg. Drawdown | -1.58% | -7.39% |
| Avg. Drawdown Days | 27.0 | 35.0 |
| Recovery Factor | 1.62 | 1.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-03-26 | -13.99 | 293 |
| 2022-08-11 | 2023-11-10 | -8.42 | 456 |
| 2022-04-20 | 2022-06-20 | -5.27 | 60 |
| 2023-12-22 | 2024-02-27 | -5.08 | 66 |
| 2022-06-21 | 2022-07-18 | -4.61 | 26 |
| 2022-03-02 | 2022-04-19 | -3.89 | 48 |
| 2023-11-11 | 2023-12-20 | -3.59 | 39 |
| 2022-02-27 | 2022-02-28 | -3.05 | 1 |
| 2022-07-22 | 2022-08-11 | -2.54 | 19 |
| 2024-04-23 | 2024-06-03 | -1.95 | 41 |
| Metric | /tmp/h_ | BTCUSD |
|---|---|---|
| Best Day | 8.06% | 9.33% |
| Worst Day | -3.47% | -9.32% |
| Best Week | 11.86% | 35.75% |
| Worst Week | -3.77% | -29.64% |
| Best Month | 12.01% | 43.77% |
| Worst Month | -5.89% | -37.12% |
| Best Year | 12.44% | 155.54% |
| Worst Year | 0.94% | -60.74% |
| Avg. Up Day | 0.29% | 0.94% |
| Avg. Down Day | -0.25% | -0.81% |
| Avg. Up Week | 1.33% | 7.27% |
| Avg. Down Week | -0.99% | -5.05% |
| Avg. Up Month | 2.83% | 12.71% |
| Avg. Down Month | -2.5% | -10.84% |
| Win Days % | 44.17% | 51.05% |
| Win Month % | 53.85% | 58.97% |
| Win Week % | 44.79% | 49.71% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 100.0% | 50.0% |